+61,451.9%
APH vs GAP
+504.9%
+60,947.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.5% | -48.3% | -47.9% |
| 7D | -48.7% | +7.9% | -56.6% | -49.6% |
| 30D | -51.9% | +9.0% | -61.0% | -53.0% |
| 3M | -43.6% | +5.0% | -48.6% | -44.5% |
| 6M | -37.5% | -17.8% | -19.7% | -35.7% |
| YTD | -38.6% | -10.4% | -28.2% | -38.3% |
| 1Y | -26.3% | -3.4% | -22.9% | -27.4% |
| 3Y | +89.2% | +111.5% | -22.3% | +47.6% |
| 5Y | +119.8% | +8.8% | +111.0% | +87.4% |
| 10Y | +454.3% | +32.9% | +421.4% | +292.2% |
| All | +61,451.9% | +504.9% | +60,947.1% | +29,412.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling